Several cases of incesteous relations are mentioned in the Bible.
This is part of the issue you've raised: did Cain, the son of Adam and
Eve, commit incest? If not, where did he get his bride from?
This is a question tackled by many interpreters; with all kinds of
explanations. See, for example:
The Dating Game, Eden Style Or, The "Where Did Cain Get His Wife"
Chestnut, Cracked / Eric Vestrup
Abraham and Sarah
Like in the case of Cain, there is no indication that the offsprings
of Abraham and Sarah are "sinful". However, Sarah was Abraham's
half-sister (his father's daughter).
"And Abraham said, Because I thought, Surely the fear of God is not in
this place; and they will slay me for my wife's sake. And yet indeed
she is my sister; she is the daughter of my father, but not the
daughter of my mother; and she became my wife."
Lot and his Daughters
Lot's daughters see the destruction of Sodom and think that the world
has come to its end and they are the last humans alive. This is what
"Come, let us make our father drink wine, and we will lie with him,
that we may preserve seed of our father. And they made their father
drink wine that night: and the firstborn went in, and lay with her
father; and he perceived not when she lay down, nor when she arose.
Behold, I lay yesternight with my father: let us make him drink wine
this night also; and go thou in, and lie with him, that we may
preserve seed of our father. And they made their father drink wine
that night also: and the younger arose, and lay with him; and he
perceived not when she lay down, nor when she arose. Thus were both
the daughters of Lot with child by their father." Genesis 19:32-36
The children born are identified with people that the Israelites have
know in Biblical times. These are not particularly "sinful" nations
(though they are, of course, not the "chosen" people): "The first son
was named Moav (Hebrew, lit., "from the father" [meh-Av]). He was the
patriarch of the nation known as Moab. The second son was named Ammon
or Ben-Ammi (Hebrew, lit., "from our nation"). He became the patriarch
of the nation of Ammon." (SOURCE: Wikipedia, Lot,
<http://en.wikipedia.org/wiki/Lot_%28Biblical%29>). It should be even
noted, that Ruth, from whom King David (and later Jesus) is to be
descendant, was a Moabit.
Jacob, Leah and Rachel
" * In Genesis 29, Jacob marries two of his first cousins?daughters
of his mother's brother, Laban. While living with his uncle, Jacob
falls in love with Laban's daughter, Rachel. Jacob agrees to work for
Laban for seven years to be allowed to marry Rachel, but at the end of
the seven years, Laban gives his older daughter Leah to Jacob instead,
citing their custom to marry-off the eldest daughters first. Jacob and
Leah are betrothed, and a week later Laban gives Rachel to Jacob in
exchange for an additional seven years of indentured servitude. Since
Jacob prefers Rachel to Leah, God causes Rachel to become infertile,
and Leah becomes pregnant with Reuben."
(SOURCE: Wikipedia, "Biblical references to incest",
The 12 offsprings of these two marriages are considered to be the
mythical forefathers of the Israelites.
* Amram married his paternal aunt:
"Amram married his father's sister Jochebed, who bore him Aaron and
Moses. Amram lived 137 years." (Exod 6:20)
"Doomed to go to Hell"
It should be noted, that the conception of sinners going to hell is
not mentioned in the (Jewish) Bible. Rabbinical literature also has no
mentioning of hell in this context, and this is basically a belief
infused into Christianity from Ancient Greek religion.
I hope this answers your question. Please contact me if you need any
clarification on this answer before you rate it.